Search Results for author: Jeffrey Yau

Found 1 papers, 0 papers with code

A novel dynamic asset allocation system using Feature Saliency Hidden Markov models for smart beta investing

no code implementations28 Feb 2019 Elizabeth Fons, Paula Dawson, Jeffrey Yau, Xiao-jun Zeng, John Keane

The financial crisis of 2008 generated interest in more transparent, rules-based strategies for portfolio construction, with Smart beta strategies emerging as a trend among institutional investors.

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